CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	0.9282	0.9294	0.0012	0.1%	0.9373
High	0.9312	0.9308	-0.0004	0.0%	0.9392
Low	0.9250	0.9277	0.0027	0.3%	0.9298
Close	0.9293	0.9292	-0.0001	0.0%	0.9301
Range	0.0062	0.0031	-0.0031	-50.0%	0.0094
ATR	0.0045	0.0044	-0.0001	-2.2%	0.0000
Volume	69,383	44,888	-24,495	-35.3%	253,697

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9385	0.9370	0.9309
R3	0.9354	0.9339	0.9301
R2	0.9323	0.9323	0.9298
R1	0.9308	0.9308	0.9295	0.9300
PP	0.9292	0.9292	0.9292	0.9289
S1	0.9277	0.9277	0.9289	0.9269
S2	0.9261	0.9261	0.9286
S3	0.9230	0.9246	0.9283
S4	0.9199	0.9215	0.9275

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9612	0.9551	0.9353
R3	0.9518	0.9457	0.9327
R2	0.9424	0.9424	0.9318
R1	0.9363	0.9363	0.9310	0.9347
PP	0.9330	0.9330	0.9330	0.9322
S1	0.9269	0.9269	0.9292	0.9253
S2	0.9236	0.9236	0.9284
S3	0.9142	0.9175	0.9275
S4	0.9048	0.9081	0.9249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9392	0.9250	0.0142	1.5%	0.0055	0.6%	30%	False	False	57,702
10	0.9399	0.9250	0.0149	1.6%	0.0047	0.5%	28%	False	False	51,959
20	0.9399	0.9180	0.0219	2.4%	0.0044	0.5%	51%	False	False	50,461
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	64%	False	False	33,278
60	0.9399	0.9018	0.0381	4.1%	0.0040	0.4%	72%	False	False	22,351
80	0.9399	0.8888	0.0511	5.5%	0.0041	0.4%	79%	False	False	16,830
100	0.9399	0.8815	0.0584	6.3%	0.0042	0.4%	82%	False	False	13,495
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	82%	False	False	11,255

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9440
2.618	0.9389
1.618	0.9358
1.000	0.9339
0.618	0.9327
HIGH	0.9308
0.618	0.9296
0.500	0.9293
0.382	0.9289
LOW	0.9277
0.618	0.9258
1.000	0.9246
1.618	0.9227
2.618	0.9196
4.250	0.9145

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	0.9293	0.9290
PP	0.9292	0.9288
S1	0.9292	0.9287

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These figures are updated between 7pm and 10pm EST after a trading day.

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